WA beat me to it with the Monkey's Paw theory. As that's how I always saw the episode too. In The Monkey's Paw, a couple's son dies and the mother, distraught, desperately says to wish him alive again with the paw though the father thinks it would be wrong and twisted. Yet, too overcome with grief, the Mother is hysterical and they make the wish. But when they hear the loud knock at the door, while the Mother scrabbles for the lock, the Father somehow feels in his gut that something is not right and scrabbles for the Paw and destroys it so when the Mother pulls open the door the Son is gone and no one is stood there.
It was a typical (and scary) Be Careful What You Wish For, along with the warning of when something seems too good to be true then it usually is. In that moment of Buffy weakening and just being a little girl again wishing to see her Mommy Dawn realized that things were never that simple- and that maybe it was better not knowing than knowing something horrible.
I mean, despite the fact that the knock was decidedly erm...zombieish, just like in the Monkey's Paw there was always the entire possibility that it had worked out completely fine, but Dawn, and the audience, don't want to take the risk of finding out that it DIDN'T turn out fine. Something in her told her that something wasn't quite right.
It was also a very poignent moment when Buffy does open the door to nothing. It captures that "after-effect" of death, when you haven't quite adjusted to the loss yet and you still think that person is going to walk through the door as always. But no matter how much you look, they're never there. And that was how it was then I think, that no matter how Buffy and Dawn each tried to deal, it didn't change anything and there's no one there at the door.
